Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-22 0.297584 0.323584 0.351759 0.384725 0.422452 0.464536 0.515393
2025-06-29 0.262477 0.295722 0.333737 0.380922 0.438633 0.507888 0.598818
2025-07-06 0.234368 0.270707 0.313880 0.369846 0.441852 0.533415 0.662210
2025-07-13 0.220454 0.260295 0.309276 0.375353 0.464535 0.584550 0.765664
2025-07-20 0.209020 0.251390 0.305015 0.379905 0.485389 0.634946 0.876408
2025-07-27 0.197082 0.240559 0.296895 0.377846 0.496047 0.671398 0.972286
2025-08-03 0.188239 0.232911 0.292067 0.379392 0.511397 0.716196 1.090267
2025-08-10 0.176202 0.220082 0.279081 0.367847 0.505426 0.726031 1.148596
2025-08-17 0.164924 0.207573 0.265631 0.354360 0.494773 0.726312 1.188563
2025-08-24 0.158671 0.201590 0.260916 0.353379 0.503614 0.760470 1.302274
2025-08-31 0.156266 0.200772 0.263435 0.363453 0.531358 0.831873 1.513314
2025-09-07 0.151749 0.196661 0.260804 0.365119 0.544865 0.878859 1.684289
2025-09-14 0.146192 0.190920 0.255617 0.362627 0.551473 0.914882 1.845043
2025-09-21 0.141133 0.185649 0.250817 0.360357 0.558183 0.952247 2.024142
2025-09-28 0.134670 0.178008 0.241970 0.350669 0.550118 0.957133 2.113923
2025-10-05 0.132203 0.176191 0.242014 0.356000 0.571005 1.028955 2.439742
2025-10-12 0.129671 0.174135 0.241530 0.360319 0.590362 1.101271 2.810629
2025-10-19 0.125983 0.170146 0.237732 0.358462 0.597038 1.144557 3.104449
2025-10-26 0.123221 0.167456 0.235871 0.359915 0.610668 1.208173 3.527115
2025-11-02 0.118194 0.161061 0.227671 0.349236 0.597476 1.199134 3.624263
2025-11-09 0.113077 0.154372 0.218740 0.336738 0.579359 1.174311 3.636786
2025-11-16 0.110490 0.151563 0.216113 0.335829 0.586506 1.220699 4.043926
2025-11-23 0.109973 0.151982 0.218851 0.345171 0.617478 1.342479 5.003917